+14,159.6%
GWW vs ED
+2,217.3%
+11,942.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | +2.9% | +3.9% | -1.0% | +1.3% |
| 6M | +15.8% | -3.0% | +18.8% | +16.6% |
| YTD | +32.0% | +10.7% | +21.3% | +26.6% |
| 1Y | +29.9% | +13.3% | +16.6% | +23.2% |
| 3Y | +91.1% | +34.5% | +56.6% | +67.4% |
| 5Y | +223.9% | +67.1% | +156.8% | +160.2% |
| 10Y | +567.0% | +103.0% | +464.0% | +384.7% |
| All | +14,159.6% | +2,217.3% | +11,942.3% | +4,675.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling